Yes they should ask you. I think you also have to feel comfortable enough to talk with them as well and give them feedback. Last year I had a session where we talked about some really uncomfortable things and it was right up against the end, so I felt rushed out the door and way worse than when I'd gone in. I sent an email to my psych and explained this, and she apologised and is now more mindful about keeping an eye on the time and wrapping things up so if its intense I can wind down before going out the door. Tell your psych exactly what you've said above, i think you'll find she or he will be worried that they've upset you and will want to make things better for the future sessions.
